A clean filter will, in my experience, show no vacuum on the gauge. Vacuum will build as the filter clogs, and a rapid rise in vacuum is a warning sign that it is time to replace filters.
By the way. Is your gauge a "drag pointer" type? If so, the pointer will be left at the highest vacuum achieved, letting you know that data without being next to the
engine an full tilt. If not, you might want to check the vacuum under high load/rpm conditions on occasion (or replace with a drag pointer type).